^DJT vs. ^DJI

In the year-to-date period, ^DJT achieves a -4.63% return, which is significantly lower than ^DJI's 0.26% return. Over the past 10 years, ^DJT has underperformed ^DJI with an annualized return of 5.76%, while ^DJI has yielded a comparatively higher 8.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and Dow Jones Industrial Average (^DJI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current ^DJT Sharpe Ratio is -0.10, which is lower than the ^DJI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of ^DJT and ^DJI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DJT drawdown since its inception was -60.92%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^DJT and ^DJI. For additional features, visit the drawdowns tool.

Dow Jones Transportation Average (^DJT) has a higher volatility of 9.21% compared to Dow Jones Industrial Average (^DJI) at 5.51%. This indicates that ^DJT's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.